Switching Regimes in the Term Structure of Interest Rates During U.S. Post-War: A case for the Lucas proof equilibrium?
Year of publication: |
2002-08
|
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Authors: | Vázquez Pérez, Jesús |
Institutions: | Departamento de Fundamentos del Análisis Económico II, Facultad de Ciencias Económicas y Empresariales |
Subject: | Lucas proof | term structure | switching-regimes |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series DFAEII 2002.33 Number 2002-33 |
Classification: | C32 - Time-Series Models ; E43 - Determination of Interest Rates; Term Structure Interest Rates |
Source: |
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Vázquez, Jesús, (2004)
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Jesús Vázquez, (2007)
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